Falabella Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.77% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5177 | 7.52 | |
| 0.1059 | 9.14 | |
| 0.8547 | 57.21 | |
| 0.0248 | 2.76 | |
| -0.0435 | -3.17 | |
| 0.0455 | 4.21 | |
| -0.0574 | -3.29 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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